Transparent shadow catcher under HDRI lighting in Cycles?
A Hacky way to do this is by using a few render layers and object or material IDs

For a scene like this, where the object is lit exclusively by the environment (no lamps on the scene)



Make a copy of all of the objects, move them to a new layer and set new layer to use a single white material.



Set the render layers so that each render layer corresponds to the layers for the scene and excludes the other layer.

For the Layer that will hold the shadow only make the objects invisible to camera, so that the only information on for the layer will be a plane and the shadow. Make sure you enable material Index for the first render layer.





Give the object on the first render layer a material ID:


In the compositor set the Render layer with the shadow over white using alpha over. This will become the base image to use for whatever compositing you want to do.



If you combine it with the Material ID/Index Pass you can then create an alpha channel with the object and the shadow, to be used to key the original image.